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Sofr v. Libor v. Bsby

by RJOFIG | Feb 2, 2023 | Select STIR Rates | 0 comments

Date Change
SOFR RATES 2/2/23 Current
1 Month 4.56793 0.00004
3 Month 4.67938 -0.00445
6 Month 4.82451 -0.00852
12 Month 4.81626 -0.03601
LIBOR 2/2/23 Settle
1 Month 4.58000 0.00500
3 Month 4.80614 0.00985
6 Month 5.05986 -0.02800
12 Month 5.27986 -0.03543
BSBY INDEX 2/2/23 Settle
1 Month 4.55703 0.00881
3 Month 4.74423 0.00463
6 Month 5.01082 0.00208
12 Month 5.22609 0.00051
curves.2.2.23

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